NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 80.31 80.18 -0.13 -0.2% 77.51
High 80.90 80.70 -0.20 -0.2% 80.90
Low 79.74 79.46 -0.28 -0.4% 77.37
Close 80.31 80.35 0.04 0.0% 80.31
Range 1.16 1.24 0.08 6.9% 3.53
ATR 2.16 2.09 -0.07 -3.0% 0.00
Volume 56,253 33,550 -22,703 -40.4% 216,651
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.89 83.36 81.03
R3 82.65 82.12 80.69
R2 81.41 81.41 80.58
R1 80.88 80.88 80.46 81.15
PP 80.17 80.17 80.17 80.30
S1 79.64 79.64 80.24 79.91
S2 78.93 78.93 80.12
S3 77.69 78.40 80.01
S4 76.45 77.16 79.67
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 90.12 88.74 82.25
R3 86.59 85.21 81.28
R2 83.06 83.06 80.96
R1 81.68 81.68 80.63 82.37
PP 79.53 79.53 79.53 79.87
S1 78.15 78.15 79.99 78.84
S2 76.00 76.00 79.66
S3 72.47 74.62 79.34
S4 68.94 71.09 78.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.90 77.41 3.49 4.3% 1.81 2.2% 84% False False 44,456
10 80.90 76.20 4.70 5.8% 2.00 2.5% 88% False False 39,438
20 81.28 73.15 8.13 10.1% 2.13 2.7% 89% False False 39,416
40 82.77 73.15 9.62 12.0% 2.19 2.7% 75% False False 42,394
60 93.55 71.50 22.05 27.4% 2.40 3.0% 40% False False 48,261
80 93.55 71.50 22.05 27.4% 2.18 2.7% 40% False False 49,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.97
2.618 83.95
1.618 82.71
1.000 81.94
0.618 81.47
HIGH 80.70
0.618 80.23
0.500 80.08
0.382 79.93
LOW 79.46
0.618 78.69
1.000 78.22
1.618 77.45
2.618 76.21
4.250 74.19
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 80.26 80.01
PP 80.17 79.66
S1 80.08 79.32

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These figures are updated between 7pm and 10pm EST after a trading day.

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